-2.4%
ADBE vs FOXA
+90.3%
-92.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | -10.1% | -0.6% | -9.4% | -9.9% |
| 30D | -3.0% | +2.3% | -5.3% | -3.7% |
| 3M | +5.0% | -2.8% | +7.9% | +4.9% |
| 6M | -9.3% | +9.6% | -18.9% | -12.4% |
| YTD | -26.5% | -9.9% | -16.6% | -25.4% |
| 1Y | -28.3% | +5.4% | -33.6% | -30.3% |
| 3Y | -54.1% | +115.3% | -169.4% | -63.0% |
| 5Y | -61.2% | +93.1% | -154.3% | -68.2% |
| All | -2.4% | +90.3% | -92.7% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FOXA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling